+116.0%
SLV vs XLB
+43.9%
+72.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -5.8% | +0.5% | -6.4% | -6.3% |
| 30D | -12.1% | +5.2% | -17.3% | -16.4% |
| 3M | -24.1% | +0.3% | -24.4% | -24.4% |
| 6M | -44.4% | +1.2% | -45.6% | -44.9% |
| YTD | -31.5% | +16.6% | -48.1% | -37.3% |
| 1Y | -6.9% | +21.4% | -28.4% | -16.7% |
| 3Y | +116.0% | +43.2% | +72.8% | +59.7% |
| All | +116.0% | +43.9% | +72.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling